Prometeia
With over 40 years of experience in economic research, quantitative analysis and model development, Prometeia is a global provider of consulting services and software solutions focused on Risk, Performance & Wealth Management. With over 800 industry experts, we serve more than 300 financial institutions in 20 different countries, through a consolidated network of foreign branches and subsidiaries located in Europe, Africa and the Middle East.
Prometeia's unique business model offers a truly one stop solution to risk management needs, combining extensive consulting services, advanced software applications, implementation support and methodological training, providing customers with the end-to-end capabilities they need.
Our internally developed methodologies are constantly updated with the best practices in developed and emerging markets and entirely integrated into ERMAS (Enterprise Risk Management System) Suite, enabling banks to take a proactive approach towards risk management and increasing profitability.
All content by Prometeia
Real estate loan origination and monitoring with a macroeconomic-coherent Monte Carlo approach
The paper aims to show how Monte Carlo simulations based on economic scenarios can improve a sector such as real estate, which can be profitable for banks and other financial institutions, but also very risky.
Prometeia’s LLM/GenAI Validation Framework
The whitepaper introduces Prometeia's LLM/GenAI Validation Framework, which is a method to validate generative AI models for financial applications.
Increasing trust to artificial intelligence in finance: AI model validation framework
This paper highlights the risks of using AI in financial applications and provides significant motivations for having an AI validation framework to control and eliminate those risks
Prometeia Service on FTP methodological review
Prometeia, as a leading provider in Risk Management technology, provides solutions for the methodological review of Funds Transfer Pricing framework within the Banks. Prometeia conducts a comprehensive analysis of all financial products offered by Banks to their clients, enabling a more effective…
Climate change risk across the EU banking system
This report investigates how EU banks are currently facing, and are planning to manage, risks arising from climate change
AI & Risk Management: enabling factors, use cases and future challenges
This white paper examines the roots of the combination between AI and Risk Management, the main application fields nowadays and the future challenges.
Real Estate Business Plan Modelling via Monte Carlo Simulation
This whitepaper provides an overview of the real estate sector before looking at a fully integrated and macro-based stochastic simulation tool for the evaluation of a real estate investment via Project Financing.
CoCo Bonds: a buy-side and sell-side analysis
In this whitepaper we analyze the European AT1 CoCo bonds from a twin perspective. Initially, from the perspective of an institutional investor interested in buying CoCos, we attempt, through econometric techniques, to identify the main variables that influence the level of prices and returns of…
How will Banks respond to ECB Validation Reporting and Model Risk Management requirements?
This white paper aims to understand whether and how banks are approaching ECB recent requirements and to identify best practices for compliance.
How will Credit Spread Risk in the Banking Book be put into practice?
This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for compliance.